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This is a joke on the Scandinavian state flags.
Sweden’s state flag http://www.flagdetective.com/images/download/sweden-state.jpg
Norway’s state flag http://www.flags.net/images/largeflags/NORW0002.GIF
Denmark’s state flag http://www.printableworldflags.com/large-flags/Denmark_State%20Flag_Flag-258.gif
Poor Denmark isn’t quite as well equipped as his friends.